+258.5%
ECHO vs DUOL
-19.0%
+277.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.6% | -1.7% |
| 7D | +5.3% | -11.8% | +17.1% | +6.8% |
| 30D | +2.4% | +1.5% | +0.9% | +2.0% |
| 3M | -21.8% | +18.1% | -39.9% | -23.9% |
| 6M | -16.9% | +38.7% | -55.6% | -21.0% |
| YTD | -16.0% | -20.7% | +4.7% | -15.0% |
| 1Y | +9.3% | -49.1% | +58.4% | +15.8% |
| 3Y | +406.2% | -11.0% | +417.2% | +393.1% |
| All | +258.5% | -19.0% | +277.6% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling